+220.1%
HUT vs OVV
+48.1%
+172.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.3% |
| 7D | +9.3% | +8.0% | +1.3% | +7.1% |
| 30D | -23.1% | -2.0% | -21.1% | -22.7% |
| 3M | -30.6% | +5.4% | -36.0% | -32.0% |
| 6M | -46.9% | +14.3% | -61.1% | -49.3% |
| YTD | +25.3% | +69.4% | -44.1% | +5.7% |
| 1Y | +59.8% | +72.4% | -12.5% | +34.5% |
| 3Y | +467.2% | +58.4% | +408.8% | +385.2% |
| 5Y | -24.6% | +106.1% | -130.8% | -39.3% |
| All | +220.1% | +48.1% | +172.0% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling